Firstly, someone in Mexico didn’t “figure out” your card number, else you could get rich by just typing random numbers until you found one that works. Either your card was physically cloned in a bar, or since it was used in a different country, it’s most likely you entered your card details on a disreputable website.
If you use an online bank account such as N26/Revolut/Transferwise for online purchases, then you can activate/deactivate your card instantly yourself. They have no branches so you’re never required to go anywhere. And if your existing card is compromised then you can instantly get a new virtual card for online purchases (though you’d need to wait for the physical card to use an ATM). Nor are these modern banks freaked out if you travel to another country, so they won’t lock your card for that reason.